Orderbook Simulation
OrderbookSim is a C++ application simulating a financial market order book. It efficiently manages and matches buy and sell orders while calculating the Volume-Weighted Average Price (VWAP).
orderbook.dir Directory Reference

Files

file  MatchedOrderDetails.cpp.obj.d
 
file  Net.cpp.obj.d
 
file  NeuralNetwork.cpp.obj.d
 
file  Neuron.cpp.obj.d
 
file  Order.cpp.obj.d
 
file  Orderbook.cpp.obj.d
 
file  orderbook_pybind.cpp.obj.d
 
file  OrderbookLevelInfos.cpp.obj.d
 
file  OrderDetail.cpp.obj.d
 
file  OrderDetailHistory.cpp.obj.d
 
file  OrderModify.cpp.obj.d
 
file  Trade.cpp.obj.d
 
file  TrainingData.cpp.obj.d